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QuantLib_Swaption_engine
Langue: en
Version: 383079 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Swaption::engine -base class for swaption engines
SYNOPSIS
#include <ql/instruments/swaption.hpp>
Inherits GenericEngine< Swaption::arguments, Swaption::results >.
Inherited by BlackSwaptionEngine.
Detailed Description
base class for swaption engines
Author
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